+24.6%
NOC vs IVZ
+152.3%
-127.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | +0.2% |
| 7D | +4.8% | +7.6% | -2.8% | +4.8% |
| 30D | +11.0% | +4.3% | +6.7% | +11.0% |
| 3M | -3.8% | -9.3% | +5.6% | -3.8% |
| 6M | +0.6% | +5.2% | -4.6% | +0.6% |
| YTD | -2.3% | +13.4% | -15.7% | -2.1% |
| 1Y | +0.3% | +25.4% | -25.1% | +0.8% |
| 3Y | +24.6% | +152.5% | -127.9% | +29.4% |
| All | +24.6% | +152.3% | -127.7% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IVZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling